How to quantify variance explained from PCA?
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi,
I want to quantify the amount of variance explained by PCA. However, I want to define the PCs using one half of my data, and test it using the other half as follows:
[COEFF,SCORE,latent,tsquare] = princomp(InputMatrix_TrainingData); %InputMatrix is an 8 x 78 matrix. RecomputedScores = InputMatrix_TestData*COEFF; %Output
This works fine for recomputing the scores based upon alternate data, but how do I recompute the amount of variance explained etc. ?
Thanks
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Dimensionality Reduction and Feature Extraction dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!